Hongshik Ahn, Professor, Ph.D., 1992, University of Wisconsin:
Biostatistics; Survival Analysis
Hongshik Ahn’s specialty is tree-structured regression modeling for censored survival data. After earning his Ph.D., he initially worked as a biostatistician at the National Center for Toxicological Research (NCTR) on animal carcinogenicity, developmental toxicology, and drug stability analysis. He came to Stony Brook in 1996, but he continued working on NCTR problems while developing new collaborations with Stony Brook biomedical researchers. His research has been funded by NIH.http://www.ams.sunysb.edu/~hahn/ Office: Math Tower, 1-114, Phone: 631-632-8372

Xinyun Chen, Assistant Professor, Ph.D., 2013, Columbia University:
Xinyun Chen's research interests are focused on modeling and computation of stochastic systems with applications in financial and service engineering. She has been working on data-based modeling of order book dynamics in high frequency trading, stochastic asymptotic analysis of insurance models and Monte Carlo methods for stochastic differential equations.http://www.ams.stonybrook.edu/~chenxy/ Office: Math Tower B-148, Phone: 631-632-5741

Evangelos Coutsias, Professor, Ph.D., 1979, California Institute of Technology:
Evangelos Coutsias' research has focused on the modeling of nonlinear systems and continua, using techniques of applied mathematics on problems motivated from applied physics, engineering and biology. These include
asymptotics and perturbation methods for the study of stability and bifurcation phenomena in plasma physics, biology and fluid mechanics; high accuracy numerical spectral methods for solving PDEs arising in continuum mechanics; and robust numerical methods for systems of multivariate polynomials for the
solution of problems of inverse kinematics arising in molecular structure studies.
His present work is on the development of computational methods for the
study of protein structure, especially on the kinematic geometry of protein backbones subject to constraints. Current interests focus on the refinement of protein structure and the development of computational geometric methods for the efficient exploration of macromolecular shapespaces with application to protein design and drug discovery.
Office: Math Tower 1-119, Phone: 631-632-1822

Yuefan Deng, Professor, Ph.D., 1989, Columbia University: Molecular Dynamics; Parallel Computing
Yuefan Deng’s research involves developing parallel computing algorithms for a wide range of scientific problems. In particular, he is a specialist in parallelizing the optimization technique of simulated annealing. Deng has served as a consultant to IBM in refining the Deep Blue chess program and designing the Blue Gene supercomputers and so Craig Venter, who used ‘shot-gun sequencing’ techniques with parallel computers to complete the Human Genome Initiative several years ahead of schedule.http://www.ams.sunysb.edu/~deng/index.html Office: Physics A-135, Phone: 631-632-8614

Eugene Feinberg, DistinguishedProfessor, Ph.D., 1979, Vilnius University:
Operations Research
Eugene Feinberg works in stochastic methods of operations research and their industrial applications. He is one of the world leaders in Markov decision processes and its application to telecommunication, manufacturing, transportation, service and to other man-made systems. He is one of the country’s experts on optimizing electric energy transmission and forecasting energy demand. Dr. Feinberg previously held appointments at Moscow Institute of Transport Engineering (Russia ), Yale University, and MIT.http://www.ams.sunysb.edu/~feinberg/ Office: Math Tower 1-110, Phone: 631-632-7189

Stephen Finch,Professor, Ph.D., 1973, Princeton University:
Applied Statistics
Stephen Finch is an applied statistician whose major areas of interest are statistical genetic epidemiology and applied longitudinal data analysis. Statistical genetic epidemiology studies the genetics of complex human traits, such as bipolar disorder or schizophrenia. One of the major longitudinal studies, with faculty in the Stony Brook Department of Psychiatry, concerns the effects of medications on the course of mental illnesses. http://www.ams.sunysb.edu/~finchs/ Office: Math Tower 1-118, Phone: 631-632-8369

Robert J. Frey,Research Professor, Ph.D., 1986, Stony Brook University:
Quantitative Finance Robert Frey had worked in an array of operations research related managerial positions before earning his PhD as a part-time student in 1986. Then he became involved in designing mathematically based financial trading systems, first at Morgan Stanley, then at Kepler Associates, and finally at Renaissance Technologies, from which he retired at the rank of Managing Director in 2004. Among his many current activities, he chairs the advisory committee of the U. of Chicago Financial Mathematics program (the country’s top ranked quantitative finance program), is co-owner of a small investment bank in London, and heads a construction company. Frey just launched his own hedge fund, Frey Quantitative Strategies, with initial capital of $365 million.http://www.ams.sunysb.edu/~frey/ Office: Math Tower 1-103, Phone: 631-473-6314

James Glimm, Distinguished Professor, Ph.D., 1959, Columbia Univ: Mathematical Physics; Nonlinear Waves
James Glimm has made fundamental contributions to nonlinear analysis—winning the Amer. Math. Soc. Steele Prize— to quantum field theory—winning the American Physical Soc. Heineman Prize—and to computational fluid dynamics. The Department of Energy adopted Glimm’s front-track methodology for shock-wave calculations, e.g., simulating weapons performance. Glimm is a member of the Nat. Academy of Science and Academia Sinica and is a recipient of the National Medal of Science. In 2007-08, he was President of the Amer. Math Soc.
http://www.ams.sunysb.edu/~glimm/glimm.html Office: Math Tower 1-121, Phone: 631-632-8355

David Green, Associate Professor and Graduate Program Director, Ph.D., 2000, MIT, Computational Biology; Protein Interactions and Networks
David Green's research is focused on computational studies of protein interactions. Key areas include: Understanding the determinants of specificity in protein interactions through biomolecular simulation; development and application of algorithms for the design of binding interfaces; and development of tools for the study of protein-carbohydrate interactions, with a focus on the glycobiology of HIV-1 infection. His research combines techniques from applied mathematics and models from biophysical chemistry to solve problems in biology and medicine.
http://www.ams.sunysb.edu/~dfgreen Office: Math Tower P-137, Phone: 631-632-9344

Robert Harrison, Professor and Endowed Director of Institute for Advanced Computational Science, Ph.D, 1984, University of Cambridge; Theoretical Chemistry
Robert Harrison's research interests are focused on scientific computing and the development of computational chemistry methods for the world's most technologically advanced supercomputers. http://www.ams.sunysb.edu/~Robert J Harrison Office: Math Tower, 2-108, Phone: 631-632-8121

Jiaqiao Hu, Associate Professor, Ph.D., 2006, University of Maryland College Park: Operations Research
Jiaqiao Hu's research is focused on designing and analyzing randomized algorithms for solving Markov decision processes and global optimization problems. He has been investigating new sampling and simulation-based techniques to overcome the computational difficulties associated with traditional methods, where sampling and simulation techniques are used not only to avoid enumerating the entire solution space but also to resolve the issue of the unavailability of explicit mathematical models of the underlying systems. http://www.ams.sunysb.edu/~jqhu/ Office: Math Tower 1-107, Phone: 631-632-8239

Pei Fen Kuan, Assistant Professor, Ph.D., 2009, University of Wisconsin, Madison; Statistical Genomics
Pei Fen Kuan's research interests focus on statistical and computational issues arising from the problems in genome biology. Many of her research projects center around tiling arrays and the next generation sequencing platforms. Her research activities have been directed at developing statistical methodologies to facilitate the analysis, integration and interpretation of high-throughput omics data.http://www.ams.sunysb.edu/~pfkuan/ Office: Math Tower 1-106, Phone: 631-632-1419

Xiaolin Li, Professor, Ph.D., 1987, Columbia University: Computational Applied Mathematics
Xiaolin Li's major research objective is to design and implement a high resolution numerical method, the front tracking method, for the study of fluid interface instabilities such as the Rayleigh-Taylor instability and the Richtmyer-Meshkov instability. His research has involved collaborations with scientists at Los Alamos National Laboratory, Argonne National Laboratory and Brookhaven National Laboratory and the software has been used for research of various scientific problems such as the inertial confinement fusion and the study of fuel injection nozzle.
http://www.ams.sunysb.edu/~linli/Office: Math Tower 1-122, Phone: 631-632-8354

Zhenhua Liu, Assistant Professor, Ph.D., 2014, California Institute of Technology:
Zhenhua Liu's current research interests include sustainable computing and networking systems, cloud platforms for big data applications and energy management, and renewable energy integration. He develops and applies techniques from distributed system, nonlinear optimization, game theory, and online algorithm for these systems. In particular, his research combines rigorous analysis and system design, and goes from theory, to prototype, and eventually to industry to make real impacts.
http://www.ams.sunysb.edu/~zhliu/ Office: Math Tower 1118, Phone: TBA

Tom MacCarthy, Assistant Professor, Ph.D. University College London, 2005: Computational Biology;
Tom MacCarthy’s research uses computational modeling to study fundamental biological questions in both immunology and evolutionary biology. In Computational Immunology he uses computational and statistical methods to better understand the mechanisms underlying the generation of antibody diversity in response to infection and disease. In Evolutionary Systems Biology he uses modeling to study the evolution of gene regulatory networks with the aim of revealing the forces driving changes in developmental networks and the causes underlying the evolution of robustness, or tolerance to failure, in these networks.http://www.ams.sunysb.edu/~maccarth/people.shtmlOffice: Math Tower 1-101, Phone: 2-1739

Andrew Mullhaupt,Research Professor, Ph.D., 1984, New York University: Quantitative Finance
Andrew Mullhaupt's original research interests involved partial differential equations and linear algebra. He has worked on Wall Street for over 20 years designing mathematically based trading systems, first at Morgan Stanley, then at Renaissance Technologies, and most recently at S A C Capital where he was Director of Research for the SAC's Meridian Fund.http://pw1.netcom.com/~amullhau/ Office: Mathematics Tower B-148, Phone: 631-632-5479

Svetlozar(Zari) Rachev,Professor, , Co-Director for Quantitative FinancePh.D., 1979, Lomonosov University(Moscow): Mathematics Doctor of Science., 1986, Steklov Mathematical Institute (Moscow): Physics and Mathematics
Rachev is Professor in the Department of Applied Mathematics at Stony Brook University in New York. In addition, he will hold the title of Frey Family Foundation Professor in Quantitative Finance. Dr. Rachev is one of the world’s foremost authorities in the application of heavy-tailed distributions in finance. His 30 years of research were culminated in three recently awarded patents at FinAnalytica, where he serves as Chief Scientist. He was a co-founder and President of Bravo Risk Management Group, originator of the Cognity methodology, acquired by FinAnalytica. In addition to his Chair-Professorship at Karlsruhe Institute of Technology, he is Professor Emeritus at the University of California, Santa Barbara in the Department of Statistics and Applied Probability. Rachev is the author of 14 books and over 300 published articles on finance, econometrics, probability, statistics and actuarial science. http://www.ams.sunysb.edu/~rachev Office: Mathematics Tower B-148, Phone: 631-632-5741

Matthew G. Reuter, Assistant Professor, Ph.D., 2011, Northwestern University: Chemistry; Computational Chemistry; Mathematical Physics
Matt Reuter joined SBU in 2014 as an Assistant Professor. Prior to coming to Stony Brook he was a Research Associate in the Department of Chemistry at Northwestern University, where he studied single-molecule behavior. He received B.Sc. degrees in chemistry and mathematics from Michigan Technological University (2006) and a Ph.D. degree in theoretical/ computational chemistry from Northwestern University (2011). From 2011 to 2013, he was a Eugene P. Wigner Fellow at Oak Ridge National Laboratory, where he developed theories and algorithms for studying electron transport processes and materials chemistry. Matt is the lead author of 17 peer-reviewed journal articles. He was also the recipient of a U.S. DoE Computational Science Graduate Fellowship for most of his graduate studies at Northwestern. http://you.stonybrook.edu/reutergroup/ Office: Mathematics Tower, 1-117, Phone: 631-632-8198

Robert Rizzo, Professor, Ph.D., 2001, Yale University: Computational Biology; Drug Design Rob Rizzo works in Computational Structural Biology. His research group seeks to understand the atomic basis for molecular recognition for specific biological systems involved in human disease such as HIV/AIDS, cancer, and influenza with the ultimate goal of developing new and improved drugs. Computational methods are used to model how molecules interact at the atomic level with a given drug target. The resultant 3D structural and energetic information is used to quantify and rationalize drug-binding for known systems and to make new predictions.
http://www.ams.sunysb.edu/~rizzo/ Office: Mathematics Tower 1-111, Phone: 631-632-9340

Roman Samulyak, Professor, Ph.D., 1999, NJIT: Applied and Computational Mathematics, Hydro- and Electrodynamics
Roman Samulyak’s research involves mathematical modeling, numerical algorithms, and high performance computing. He works on the development of numerical algorithms based on particles and meshes for hydro- and magnetohydrodynamics, electrodynamics, and solid dynamics, in particular brittle fracture. His applications include processes in particle accelerators, high energy density physics, and nuclear fusion and fission devices.http://www.ams.sunysb.edu/~rosamu/ Office: Math Tower 1-108, Phone: 631-632-8353

Alan Tucker, Distinguished Teaching Professor, Ph.D., 1969, Stanford University:
Combinatorics
Alan Tucker started his career at Stony Brook doing research in graph theory and combinatorial algorithms. Increasingly over the past 20 years he has become more and more engaged in projects about school and collegiate mathematics education. He has been the lead author of four major reports from the Mathematical Association of America, including The Mathematical Education of Teachers (2001). He has run a number of large educational grants at Stony Brook and for the Math Association.http://www.ams.sunysb.edu/~tucker/homepage.html Office: Physics A137, Phone: 631-632-8365

Haipeng Xing, Associate Professor, Ph.D., 2005, Stanford University: Financial Statistics, Change Point Methods
Haipeng Xing is a statistician whose research is focused on: (i) change-points detection, parameter estimation and adaptive control problems and their applications in engineering, economics and genetics; (ii) statistical models and methods in financial econometrics and engineering; and (iii) time series modeling. He is co-author, with T.L. Lai of Stanford, of a major textbook on financial statistics. http://www.ams.sunysb.edu/~xing/ Office: Math Tower 1-102, Phone: 631-632-1892

Yan Yu, Research Assistant Professor, Ph.D., 2004, Stony Brook University:
Computational Applied Mathematics
Yan Yu's primary research area is in the field of computational fluid dynamics. Key areas include: analyzing chaotic flow fields of turbulent mixing, uncertainty quantification, numerical simulations of fluid interface instabilities such as the Rayleigh-Taylor instability and the Richtmyer-Meshkov instability. Her research has involved collaborations with scientists at Los Alamos National Laboratory and Brookhaven National Laboratory. She is also the SPIR coordinator of the department. http://www.ams.sunysb.edu/~yan2000/ Office: Math Tower 1-104, Phone: 631-632-9360

Wei Zhu is a statistician whose diverse research projects include design and analysis of experiments (for dose response studies and clinical trials), longitudinal and contemporaneous pathway discovery and analysis (for biological pathways and financial networks), errors in variable modeling (for measurement platform/instrument comparisons and calibrations), and robust regression analysis. Her former students have taken positions in academia and in a broad range of industry as quality control managers, biostatisticians, risk managers and financial analysts. Professor Zhu is also affiliated with the SBU Center for Finance (http://www.stonybrook.edu/commcms/clusterhires/clusters/cf.html). http://www.ams.sunysb.edu/~zhu/index.html Office: Math Tower P-138, Phone: 631-632-8374

Before joining Stony Brook University as Visiting Professor, Sergio Focardi was Professor of Finance at the French business school EDHEC (Nice). His research interests include the study of factor models of equity prices, explaining and predicting market trends, trend reversals and market crashes, economic models with multiple inflation rates, and financial economics with artificial markets. The underlying theme of his research agenda is economics as a complex system with multiple interacting agents.

Sergio is the author/co-author of numerous papers that have appeared in major journals and books published by Wiley and the Research Foundation of CFA Institute. Among the latter are the following titles: Investment Management: A Science to Teach or an Art to Learn? (2014), Investment Management after the Global Financial Crisis (2010), Challenges in Quantitative Equity Management (2008), and Trends in Quantitative Finance(2006). The most recent CFA Institute monograph Investment Management: A Science to Teach or an Art to Learn? had as its objective to explore the need to rethink how we teach (and practice) investment management following the 2007-2009 financial crisis. Sergio is on the Editorial Board of the Journal of Portfolio Management.

An engineer by training, Sergio started his career in scientific computing, where most recently he held the position of Managing Director of the Italian subsidiary of the supercomputer firm Control Data. Sergio was a co-founder of CINEF, a multidisciplinary research center in Econophysics at the University of Genoa (Italy), and of the consulting firm The Intertek Group (Paris), which consults major pension funds and financial institutions.

Sergio holds a degree in Electronic Engineering from the University of Genoa and a PhD in Financial Mathematics from the University of Karlsuhe (Germany).